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scientific article
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scientific article

    Statements

    author
    Tomasz R. Bielecki
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    Marek Rutkowski
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    publication date
    9 February 2005
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    zbMATH Keywords
    mathematical finance
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    credit risk
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    pricing and hedging
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    hazard process
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    defaultable claim
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    91G40
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    60H05
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    60H10
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    93E20
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    60J75
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    60G44
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    91B30
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    zbMATH DE Number
    2133104
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